| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 6.03 |
| Mean | 0.56 |
| Sharpe Ratio | 1.09 |
| Bear Market Decile Rank | 75 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Citi ESBI Capped Brady USD |
|
|---|---|---|
| R-Squared | 3.38 | 67.95 |
| Beta | 0.46 | 0.18 |
| Alpha | 4.14 | 5.48 |
